I am new to SAS and have a question for help. Here is the simplified question.   I am looking X effect on Lagged Y, let's say Lag1_Y=k*X +c. There are total 6 observations of "X" and "Y".   Obs X Y Lag1_Y 1 x1 y1   2 x2 y2 y2 3 x3 y3 y3 4 x4 y4 y4 5 x5 y5 y5 6 x6 y6 y6   I lagged variable "Y" and get 5 observations for "Lag1_Y".   Now the effective observation pairs are 5:   1    x1 y2 2   x2 y3 3   x3 y4 4   x4 y5 5   x5 y6   How should I use the lagged variable in model? Do the original dates need to be modified as the dates shown in lower portion before regression analysis? I appreciate your help in advance    ... View more